The method of the invention is based on replicating a large number of simulated random particles, and the system for implementing the method is such that it makes it possible by digital computation to restitute the estimated state of such processes on the basis of sampled measurement signals taken by a sensor suitable for receiving information characteristic of the state of said dynamic process.
The estimation is said to be "non-linear" since it cannot be reduced to linear operations, and it is said to be "optimal" since the process and the measurements are subject to disturbances or noise which make probabilistic optimization of said restitution necessary. Finally, by their very nature, the recurrent methods of the method and of the system make it possible for them to operate and to be applied in real time.
The technical field of the invention is the field of making measurement and computation systems for estimating in real time the current state of a dynamic process and for forecasting future states thereof, on the basis of successive imperfect observations of the process as provided by means of one or more sensors.
Applications of the invention include restitution, tracking, and forecasting, e.g. of the trajectory of an aircraft with the help of a radar, and also the state of a chemical reaction on the basis of fragmentary measurements of product concentrations, or they may include processing signals received from a positioning satellite to extract the position of the moving body receiving the satellite, etc. . . . .